📊 回测报告 - ETHUSDT

回测周期: 2024-12-21 15:30:00+00:00 至 2026-02-18 14:00:00+00:00

总收益率
4586.04%
最大回撤
59.53%
夏普比率
0.33
胜率
70.59%
盈亏比
2.53
交易次数
17
杠杆倍数
16x
止损触发
0
⚙️ 回测参数
交易对: ETHUSDT
周期: 30min
策略: MACDStrategy
杠杆: 16x
初始资金: 10,000 USDT
仓位比例: 81%
止损率: 8.3%
止盈率: 4.7%
手续费率: 0.04%
策略参数: trade_mode=long_only, hist_filter=3.39, fast_period=12, slow_period=26, signal_period=9
📈 K线图与交易标记
📊 MACD指标
💰 权益曲线
📉 回撤曲线
📋 交易记录
开仓时间 平仓时间 开仓价 平仓价 数量 盈亏 平仓原因
2025-01-15 13:30:00+00:00 2025-01-15 20:00:00+00:00 3297.01 3450.32 2.4568 6023.01 take_profit
2025-01-19 13:30:00+00:00 2025-01-19 17:00:00+00:00 3276.29 3428.64 3.9606 9648.72 take_profit
2025-02-25 11:30:00+00:00 2025-02-26 03:30:00+00:00 2432.39 2489.78 8.5460 7838.79 signal
2025-03-04 17:00:00+00:00 2025-03-04 21:00:00+00:00 2119.59 2218.15 12.7996 20173.33 take_profit
2025-05-09 07:30:00+00:00 2025-05-09 08:30:00+00:00 2363.81 2473.73 18.3862 32317.22 take_profit
2025-05-12 07:00:00+00:00 2025-05-12 11:30:00+00:00 2597.69 2529.34 26.8024 -29338.27 signal
2025-08-12 12:30:00+00:00 2025-08-12 20:00:00+00:00 4404.92 4609.75 10.4061 34084.20 take_profit
2025-08-20 15:00:00+00:00 2025-08-20 23:30:00+00:00 4296.53 4334.50 17.0908 10353.38 signal
2025-08-22 14:00:00+00:00 2025-08-22 17:00:00+00:00 4576.15 4788.94 17.8739 60820.26 take_profit
2025-08-26 01:30:00+00:00 2025-08-26 23:00:00+00:00 4418.83 4624.31 29.6530 97432.65 take_profit
2025-10-11 02:30:00+00:00 2025-10-11 19:00:00+00:00 3839.04 3766.22 54.6776 -63788.36 signal
2025-10-12 14:30:00+00:00 2025-10-12 16:30:00+00:00 3973.44 4158.20 39.8076 117614.50 take_profit
2025-11-04 23:30:00+00:00 2025-11-05 17:00:00+00:00 3285.28 3438.05 77.1287 188415.71 take_profit
2025-11-14 14:30:00+00:00 2025-11-14 20:30:00+00:00 3197.85 3136.22 126.9366 -125328.86 signal
2025-11-21 13:00:00+00:00 2025-11-22 04:00:00+00:00 2735.37 2735.35 111.2377 -157.31 signal
2026-02-03 20:30:00+00:00 2026-02-04 09:30:00+00:00 2298.93 2259.89 132.2573 -82732.74 signal
2026-02-06 01:00:00+00:00 2026-02-06 14:30:00+00:00 1895.95 1984.11 124.9707 176182.83 take_profit